-36.0%
CLF vs UMAC
+494.0%
-530.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +2.0% |
| 7D | +7.6% | -0.9% | +8.5% | +7.6% |
| 30D | -1.2% | -7.7% | +6.5% | -1.1% |
| 3M | -13.4% | -26.4% | +13.1% | -12.7% |
| 6M | +15.4% | +61.9% | -46.4% | +9.8% |
| YTD | -5.9% | +86.5% | -92.4% | -11.7% |
| 1Y | +18.8% | +156.3% | -137.5% | +9.5% |
| All | -36.0% | +494.0% | -530.0% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling